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<ReturnRateGrp> Component Block

ReturnRateGrp is a repeating subcomponent within the PaymentStreamFloatingRate component. It is used to specify the multiple return rates for an equity return swap payment stream.

Used in :

Tag Field Name FIXML Req'd Comments
42735 NoReturnRates RtnRt N

Number of iterations in the return rate repeating group.
=> 42736 ReturnRatePriceSequence @PxSeq C

Required if NoReturnRates(42735) > 0.
=> 42737 ReturnRateCommissionBasis @CommBasis N

Specifies the basis or unit used to calculate the commission.
=> 42738 ReturnRateCommissionAmount @CommAmt N

The commission amount.
=> 42739 ReturnRateCommissionCurrency @CommCcy N

If not specified, this is defaulted to the reporting currency.
=> 42740 ReturnRateTotalCommissionPerTrade @TotCommPerTrd N

The total commission per trade.
=> 42741 ReturnRateDeterminationMethod @DtrmnMeth N

Specifies the method by which the underlier prices are determined.

See http://www.fpml.org/coding-scheme/determination-method for values.
=> <ReturnRatePriceGrp> N
=> <ReturnRateFXConversionGrp> N
=> 42742 ReturnRateAmountRelativeTo @AmtReltv N

Specifies the reference amount when the return rate amount is relative to another amount in the trade.

See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts.
=> 42743 ReturnRateQuoteMeasureType @QteTyp N

Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc.

See http://www.fpml.org/coding-scheme/asset-measure for values.
=> 42744 ReturnRateQuoteUnits @QteUnit N

Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units.

See http://www.fpml.org/coding-scheme/price-quote-units for values.
=> 42745 ReturnRateQuoteMethod @QteMeth N

Specifies the type of quote used to determine the return rate of the swap.
=> 42746 ReturnRateQuoteCurrency @QteCcy N

Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code.
=> 42747 ReturnRateQuoteCurrencyType @QteCcyTyp N

Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in.

See http://www.fpml.org/coding-scheme/reporting-currency-type for values.
=> 42748 ReturnRateQuoteTimeType @QteTmTyp N

Mutually exclusive with ReturnRateQuoteTime(42749).
=> 42749 ReturnRateQuoteTime @QteTm N

Mutually exclusive with ReturnRateQuoteTimeType(42748).
=> 42750 ReturnRateQuoteDate @QteDt N

The date when the quote is to be generated.
=> 42751 ReturnRateQuoteExpirationTime @QteExpTm N

The time when the quote ceases to be valid.
=> 42752 ReturnRateQuoteBusinessCenter @QteBizCtr N

The business center calendar used for adjustments associated with ReturnRateQuoteTimeType(42748) or ReturnRateQuoteTime(42749) and ReturnRateQuoteDate(42750), e.g. "GBLO".

See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
=> 42753 ReturnRateQuoteExchange @QteExch N

Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained.
=> <ReturnRateInformationSourceGrp> N
=> 42754 ReturnRateQuotePricingModel @QteModel N

Specifies the pricing model used to evaluate the underlying asset price.

See http://www.fpml.org/coding-scheme/pricing-model for values.
=> 42755 ReturnRateCashFlowType @CshFlow N

Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc.

See http://www.fpml.org/coding-scheme/cashflow-type for values.
=> <ReturnRateDateGrp> N
=> 42756 ReturnRateValuationTimeType @ValTmTyp N

Mutually exclusive with ReturnRateValuationTime(42757).
=> 42757 ReturnRateValuationTime @ValTm N

Mutually exclusive with ReturnRateValuationTimeType(42756).
=> 42758 ReturnRateValuationTimeBusinessCenter @ValTmBizCtr N

The business center calendar used for adjustments associated with ReturnRateValuationTimeType(42756) or ReturnRateValuationTime(42757), e.g. "GBLO".

See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values.
=> 42759 ReturnRateValuationPriceOption @ValPxOpt N

Indicates whether an ISDA price option applies, and if applicable which type of price.
=> 42760 ReturnRateFinalPriceFallback @FnlPxFallbck N

Specifies the fallback provision for the hedging party in the determination of the final price.

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